+288.6%
AZO vs XLRE
+89.0%
+199.5%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.0% | -0.6% |
| 7D | -3.6% | -1.2% | -2.4% | -3.0% |
| 30D | -5.6% | -2.4% | -3.1% | -4.4% |
| 3M | -6.6% | -2.5% | -4.2% | -5.4% |
| 6M | -22.5% | +4.0% | -26.5% | -24.0% |
| YTD | -15.2% | +9.3% | -24.5% | -18.9% |
| 1Y | -33.9% | +5.6% | -39.5% | -35.8% |
| 3Y | +11.8% | +31.3% | -19.5% | -4.4% |
| 5Y | +85.5% | +9.5% | +76.0% | +72.9% |
| All | +288.6% | +89.0% | +199.5% | +166.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded XLRE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling